\name{rwishart} \alias{rwishart} %- Also NEED an '\alias' for EACH other topic documented here. \title{ Random deviates from a Wishart distribution } \description{ Draws random deviates from a Wishart pdf. } \usage{ rwishart(N, df, Sigma) } %- maybe also 'usage' for other objects documented here. \arguments{ \item{N}{ Number of random deviates to draw. } \item{df}{ Degrees of freedom for Wishart distribution } \item{Sigma}{ Mean of the Wishart from which to draw the deviates } } \details{ Draws N matrices of draws from a Wishart with mean Sigma. This is used to draw error covariances for the VAR and BVAR models which are distributed inverse Wisharts deviates. } \value{ Returns an N dimensional array of dim(Sigma) square matrices for the Wishart random deviates. If N=1, it returns a single matrix. } %\references{ } \author{ Patrick T. Brandt } %\note{ } \seealso{ See also as \code{\link{rmultnorm}} for multivariate normal deviates, \code{\link{rgamma}} for the univariate analog to drawing Wishart deviates, and \code{\link{ldwishart}} for computing the log density for a Wishart variate.} \examples{ x <- matrix(rnorm(100), 50, 2) XX <- crossprod(x) tmp <- rwishart(1, 50, XX) } \keyword{ distribution}